Anic Equity¶

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Total return since start: 0.623 %¶

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Equity now: -----------------------------> 49589.74 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43585.97 Kr¶

PnL: ---------------------------------------> -1289.61 Kr¶

DD now: ---------------------------------> -6.646 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 17:58:55.883070'

Anic Portfolio¶

Today¶

Return: 0.025 %¶

This Week¶

Return: -2.289 %¶

Total portfolio value¶

Return including deposits: 62.344 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 8.310000 1547.800000 124.800000 8.770000 1423.000014
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Hennes & Mauritz B 6 -0.880000 916.920000 4.920000 0.540000 912.000000
Atrium Ljungberg B 5 1.060000 903.500000 -0.500000 -0.060000 904.000000
Eastnine 6 -0.180000 655.200000 -1.800000 -0.270000 657.000000
INVISIO 15 0.420000 3570.000000 -2.000000 -0.060000 3571.999995
BioGaia B 8 2.360000 900.800000 -3.200000 -0.350000 904.000000
ASSA ABLOY B 4 0.000000 988.800000 -4.200000 -0.420000 993.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
AcadeMedia 20 -0.410000 966.000000 -12.000000 -1.230000 978.000000
Biotage 1 -6.340000 133.000000 -16.000000 -10.740000 149.000000
Bufab 3 -0.110000 1058.400000 -17.600000 -1.640000 1076.000001
OX2 12 -1.720000 891.000000 -18.000000 -1.980000 909.000000
Creaspac SPAC 40 0.100000 3816.000000 -18.000000 -0.470000 3834.000000
Vitrolife 3 0.180000 658.200000 -18.800000 -2.780000 677.000001
JM 7 -0.970000 931.000000 -19.000000 -2.000000 950.000002
Gränges 10 0.100000 1019.000000 -20.000000 -1.920000 1039.000000
Alimak Group 12 1.110000 982.800000 -24.200000 -2.400000 1007.000004
Sandvik 4 0.440000 822.000000 -26.000000 -3.070000 848.000000
Latour B 4 -2.170000 829.600000 -26.400000 -3.080000 856.000000
Vitec Software Group B 2 -2.620000 1076.000000 -28.000000 -2.540000 1104.000000
Investor B 3 -1.390000 628.800000 -29.200000 -4.440000 657.999999
Sagax B 4 -1.430000 855.600000 -29.400000 -3.320000 885.000000
Hexatronic Group 15 -0.320000 1041.300000 -29.700000 -2.770000 1071.000000
Hoist Finance 36 0.930000 981.000000 -30.000000 -2.970000 1010.999988
Addnode Group B 7 -1.660000 872.900000 -32.100000 -3.550000 904.999998
Byggmax Group 33 -0.140000 934.560000 -32.440000 -3.350000 966.999990
SKF B 5 -0.420000 944.500000 -35.500000 -3.620000 980.000000
Sagax A 4 -2.750000 848.000000 -38.000000 -4.290000 886.000000
Platzer Fastigheter Holding B 12 0.130000 909.600000 -41.400000 -4.350000 951.000000
Catena 2 0.850000 762.800000 -43.200000 -5.360000 806.000000
EQT 4 -2.540000 827.600000 -45.400000 -5.200000 873.000000
HEXPOL B 8 -5.780000 887.200000 -69.800000 -7.290000 957.000000
Orrön Energy 170 -3.850000 1975.400000 -70.600000 -3.450000 2045.999980
Hexagon B 26 -1.340000 3338.400000 -81.600000 -2.390000 3420.000012
VEF 788 -2.430000 1768.270000 -134.730000 -7.080000 1903.000300
Sedana Medical 93 -0.150000 2561.220000 -422.360000 -14.160000 2983.577733
TOTAL 43585.970000 -1289.610000 -6.64644% 44875.578016

Updated:¶

'2023-06-21 17:59:12.353658'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶